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A Note on NPML Estimation for Exponential Family Regression Models with Unspecified Dispersion Parameter
oleh: Jochen Einbeck, John Hinde
| Format: | Article |
|---|---|
| Diterbitkan: | Austrian Statistical Society 2016-04-01 |
Deskripsi
Nonparametric maximum likelihood (NPML) estimation for exponential families with unspecified dispersion parameter ? suffers from computational instability, which can lead to highly fluctuating EM trajectories and suboptimal solutions, in particular when ? is allowed to vary over mixture components. In this paper, a damped version of the EM algorithm is proposed to cope with these problems.